scientific article

zbMATH Open0763.60038MaRDI QIDQ4028985FDOQ4028985

Pierre Vallois

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__361_0

Title of this publication is not available (Why is that?)

zbMATH Keywords

local timeLaplace transformsamplitude processBrownian path propertiesBrownian stopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cited In (6)

• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• On independent times and positions for Brownian motions.
• On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\)
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Title not available (Why is that?)

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